CME Canadian Dollar Future June 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 0.7216 0.7204 -0.0012 -0.2% 0.7175
High 0.7216 0.7236 0.0020 0.3% 0.7241
Low 0.7188 0.7204 0.0016 0.2% 0.7150
Close 0.7201 0.7236 0.0035 0.5% 0.7224
Range 0.0028 0.0032 0.0004 14.3% 0.0091
ATR 0.0043 0.0042 -0.0001 -1.3% 0.0000
Volume 128 27 -101 -78.9% 451
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7321 0.7311 0.7254
R3 0.7289 0.7279 0.7245
R2 0.7257 0.7257 0.7242
R1 0.7247 0.7247 0.7239 0.7252
PP 0.7225 0.7225 0.7225 0.7228
S1 0.7215 0.7215 0.7233 0.7220
S2 0.7193 0.7193 0.7230
S3 0.7161 0.7183 0.7227
S4 0.7129 0.7151 0.7218
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7478 0.7442 0.7274
R3 0.7387 0.7351 0.7249
R2 0.7296 0.7296 0.7241
R1 0.7260 0.7260 0.7232 0.7278
PP 0.7205 0.7205 0.7205 0.7214
S1 0.7169 0.7169 0.7216 0.7187
S2 0.7114 0.7114 0.7207
S3 0.7023 0.7078 0.7199
S4 0.6932 0.6987 0.7174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7241 0.7178 0.0063 0.9% 0.0036 0.5% 92% False False 81
10 0.7246 0.7150 0.0096 1.3% 0.0039 0.5% 90% False False 97
20 0.7496 0.7150 0.0346 4.8% 0.0037 0.5% 25% False False 103
40 0.7637 0.7150 0.0487 6.7% 0.0033 0.5% 18% False False 73
60 0.7783 0.7150 0.0633 8.7% 0.0039 0.5% 14% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7372
2.618 0.7320
1.618 0.7288
1.000 0.7268
0.618 0.7256
HIGH 0.7236
0.618 0.7224
0.500 0.7220
0.382 0.7216
LOW 0.7204
0.618 0.7184
1.000 0.7172
1.618 0.7152
2.618 0.7120
4.250 0.7068
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 0.7231 0.7227
PP 0.7225 0.7218
S1 0.7220 0.7210

These figures are updated between 7pm and 10pm EST after a trading day.

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